What the ......?

I dragged a folder from one machine to the other and out popped this dialog. My mind has been frozen for that last 30 minutes. If I click yes,will it move the files or just copy them? If I choose no, will it cancel the operation, hopefully!! If this is a prank it is a scary. It can tie knots in one's brain. I am too scared to touch the mouse anymore.
I clearly dragged the folder from one explorer window to the other and as I was performing this operation across different workstations, I expected a move. How can one explain this prompt? What were they thinking?
Let me go to apple.com, look at a Mac and get my sanity back.